+86.2%
DOCN vs EXE
-24.1%
+110.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.4% |
| 7D | +27.4% | +3.6% | +23.8% | +27.2% |
| 30D | -29.7% | -4.3% | -25.4% | -29.8% |
| 3M | -32.5% | -7.7% | -24.8% | -32.5% |
| 6M | -42.2% | -7.2% | -34.9% | -42.7% |
| YTD | +87.2% | -18.5% | +105.7% | +86.3% |
| 1Y | +86.2% | -24.4% | +110.6% | +91.2% |
| All | +86.2% | -24.1% | +110.3% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling